I'll second that one, freeware and effective. The only problem is the speed; it slows you down substantially. They do plan to improve that in future versions though. Another tip, if you are going to download, look for the latest STABLE version. The Alpha program didn't work for me (at all!). Might work better for you though...

I've been using Tor lately and it is absolutely great, howevvver... don't use it for torrents. It slows down significantly your already slow connection and ruins it for everyone else too. I am looking forward to Tor becoming faster.